All NG Short

P&L Summary

Range Return Sharpe Win% Ave Ave+ Ave- Max- Underwater Days %
20 1 2.9 58 0 2 (2) (5) 0 60
60 0 0.2 49 0 4 (4) (20) (1) 82
120 1 1 48 0 6 (4) (20) (1) 86
250 0 0.4 45 0 5 (4) (20) (1) 92
500 2 1.5 50 0 6 (4) (44) (1) 92
760 2 1.8 51 0 6 (4) (44) (1) 93
1260 1 1.2 49 0 5 (4) (44) (1) 92
2520 2 1.5 52 0 5 (4) (44) (1) 92
All 1 1.3 50 0 5 (4) (44) (2) 90

P&L Month Table

Year 1 2 3 4 5 6 7 8 9 10 11 12 R Sharpe Win% Trades MaxLoss UW Max Ave
Avg 0.2 0.3 0.1 0 0.2 (0.1) 0.1 0.1 0 0.2 0 0.2 1.2 1.1 49.8 249.4 (0.3) (0.9) 0.1 0.1
2017 0.7 0.5 (0.4) (0.1) 0.1 0 0 0 0 0 0 0 0.8 2.1 50.6 84 (0.2) (0.5) 0.1 0.1
2016 0.1 1.1 (0.2) 0 (0.1) (0.5) 0.1 0.2 0 0.2 0 (0.3) 0.6 0.7 46.9 249 (0.2) (0.9) 0.1 0.1
2015 0.5 0.3 0.3 0 0.3 0 0.3 0.1 0.3 0.7 0.4 (0.3) 2.9 2.4 52.9 253 (0.4) (1) 0.1 0.1
2014 (0.1) 0 0.1 0 0 0 0.4 (0.2) 0 0.2 (0.3) 1.7 1.8 1.5 51.7 248 (0.2) (0.7) 0.1 0.1
2013 0.1 (0.2) (0.4) 0 0.3 0.5 0.1 (0.1) 0.1 0 (0.2) (0.4) (0.2) (0.2) 44.6 250 (0.2) (0.8) 0.1 0.1
2012 0.5 0.2 0.5 0 0.3 (0.4) (0.4) 0.4 (0.4) (0.1) 0.2 0.2 1 1 53 247 (0.3) (1.2) 0.1 0.1
2011 0.1 0.3 (0.3) 0.1 0 0.2 0.2 0.1 0.4 0.1 0.2 0.6 2 2.2 57.1 248 (0.2) (0.6) 0.1 0.1
2010 0.3 0.2 0.6 0 (0.1) 0.1 (0.2) 0.8 0.1 0.2 (0.1) (0.3) 1.6 1.6 55.8 258 (0.2) (0.6) 0.1 0.1
2009 0.4 0.1 0.1 0 0 0.1 0.5 0.9 (0.3) 0.1 0.4 (0.1) 2.2 1.7 56.5 247 (0.3) (1) 0.1 0.1
2008 (0.2) (0.3) 0 0 (0.1) (0.3) 1.3 0.6 0.4 0.7 0 1 3.1 2.4 46.8 241 (0.3) (0.9) 0.1 0.1
2007 (0.5) 0 (0.2) 0 0 0.3 0.3 0.8 (0.2) (0.2) 0.3 0.1 0.7 0.8 50.2 253 (0.2) (0.9) 0.1 0
2006 0.5 1 0 0.1 0.3 0.1 (0.8) 0.7 1.3 (0.1) (0.3) 1.1 3.9 2.7 53.2 245 (0.3) (0.9) 0.1 0
2005 (0.1) (0.1) (0.3) 0.1 0.2 (0.3) (0.1) (0.9) (0.2) 0.7 0.3 0.4 (0.3) (0.4) 45.5 243 (0.4) (1.9) 0.1 0
2004 0.4 0.1 (0.1) (0.1) (0.1) 0.2 (0.1) 0.6 0 (0.3) 0.7 0.7 2 2 54.2 245 (0.2) (0.6) 0.1 0.1
2003 (0.2) (1.1) 1.1 0 (0.1) 0.2 0.2 0 (0.1) 0.5 0.1 (0.3) 0.3 0.3 46.8 229 (0.4) (1.4) 0.1 0
2002 0.5 (0.2) (0.5) (0.1) 0.6 0 0.1 0.4 (0.2) (0.1) 0.1 (0.4) 0.2 0.2 45.6 226 (0.3) (1) 0.1 0
2001 0.8 0.1 (0.1) 0.1 0.5 0.7 (0.2) 1 0.3 (0.2) 0.4 0.1 3.5 3.1 52.4 239 (0.3) (0.5) 0.1 0
2000 (0.1) 0.1 (0.1) 0 0 0.1 0.3 (0.5) 0 0.2 (0.6) (0.6) (1.2) (1.9) 40.6 220 (0.2) (1.6) 0.1 0